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This paper studies the asymptotic behavior of several central objects in Dunkl theory as the dimension of the underlying space grows large. Our starting point is the observation that a recent result from the random matrix theory literature…
We study point processes that consist of certain centers of point tuples of an underlying Poisson process. Such processes arise in stochastic geometry in the study of exceedances of various functionals describing geometric properties of the…
We consider singularly perturbed second order elliptic system in the whole space with fast oscillating coefficients. We construct the complete asymptotic expansions for the eigenvalues converging to the isolated ones of the homogenized…
The asymptotic analysis of covariance parameter estimation of Gaussian processes has been subject to intensive investigation. However, this asymptotic analysis is very scarce for non-Gaussian processes. In this paper, we study a class of…
In this paper, we study the asymptotic behavior of supremum distribution of some classes of iterated stochastic processes $\{X(Y(t)) : t \in [0, \infty)\}$, where $\{X(t) : t \in \mathbb{R} \}$ is a centered Gaussian process and $\{Y(t): t…
We characterize the small-time asymptotic behavior of the exit probability of a L\'evy process out of a two-sided interval and of the law of its overshoot, conditionally on the terminal value of the process. The asymptotic expansions are…
We study the second moment of the central values of quadratic twists of a modular $L$-function. Unconditionally, we obtain a lower bound which matches the conjectured asymptotic formula, while on GRH we prove the asymptotic formula itself.
We investigate the small deviation probabilities of a class of very smooth stationary Gaussian processes playing an important role in Bayesian statistical inference. Our calculations are based on the appropriate modification of the entropy…
This paper studies the second-order asymptotics of the Gaussian multiple-access channel with degraded message sets. For a fixed average error probability $\varepsilon \in (0,1)$ and an arbitrary point on the boundary of the capacity region,…
We uniquely determine the infrared asymptotics of Green functions in Landau gauge Yang-Mills theory. They have to satisfy both, Dyson-Schwinger equations and functional renormalisation group equations. Then, consistency fixes the relation…
We obtain general lower estimates of transition densities of jump L\'evy processes. We use them for processes with L\'evy measures having bounded support, processes with exponentially decaying L\'evy measures for large times and for…
We find an asymptotics on the diagonal of the Green function of a Sturm-Liouville operator and give its applications for Riccati equation.
In this response, we try to give a repair to our previous proof for PCA Based Hurst Exponent Estimator for fBm Signals by using orthogonal projection. Moreover, we answer the question raised recently: If a centered Gaussian process $G_t$…
We consider symplectic manifolds with Hamiltonian torus actions which are "almost but not quite completely integrable": the dimension of the torus is one less than half the dimension of the manifold. We provide a complete set of invariants…
This paper is devoted to study the asymptotic properties for the solution of decoupled forward backward stochastic differential equations with delayed generator. As an application, we establish a large deviation principe for solution of the…
We determine the asymptotic behaviour of certain incomplete Betafunctions.
We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to…
We are interested in the study of the asymptotic behaviour of return times in small balls for the $T,T^{-1}$-transformation. We exhibit different asymptotic behaviours (different scaling, different limit point process) depending on the…
We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…
The 2-parameter Green functions occur as a crucial ingredient in the character formula for Lusztig induction in finite reductive groups. Still, very little is known about these functions, in particular in the case of groups arsing from…